python 日k 简约策略

#!/usr/bin/env python
# coding: utf-8
import datetime
import pymongo
import sys
from datetime import datetime
#from datetime import timedelta

global stocks
global k_ri
global list_code
global conn_list, conn_k

list_code = []
quotes = []





def init_mongodb_list():
    global stocks
    global conn_list
    # mongodb_link = 'mongodb://127.0.0.1:27017'
    # mongoClient = MongoClient(mongodb_link)
    conn_list = pymongo.MongoClient("localhost", 27017)
    conn_list.stock_list.authenticate("d", "zz")
    db = conn_list.stock_list
    stocks = db.stocks

def init_mongodb_k():
    global k_ri
    global conn_k
    conn_k = pymongo.MongoClient("localhost", 27017)
    conn_k.db_stock.authenticate("d", "zz")
    db = conn_k.db_stock
    k_ri = db.k_ri

def get_k_ri(code, quotes):
    print "code",code
    l = k_ri.find({"code": code, "close": {"$gt": 0}}).sort([('date', 1)])
    for i in l:
        code = i.get("code")
        date = i.get("date")
        open = i.get("open")
        high = i.get("high")
        low = i.get("low")
        close = i.get("close")
        volume = i.get("volume")
        adj_close = i.get("adj_close")

        #if (date == "2015-07-21"):
        #    print code, date, open, high, low, close, volume, adj_close


        quotes.append((date, open, high, low, close))

    #print quotes


    #print code, date,"----------------------------------------"

def get_stock_list():
    l = stocks.find()
    for i in l:
        code = i.get("code")
        name = i.get("name")
        list_code.append({"code": code, "name": name})
        # print type(name), name, type(code),code
    #list_code.append({"code": "000001", "name": "上证指数".decode('utf8')})
    #list_code.append({"code": "399001", "name": "深证指数".decode('utf8')})
    #list_code.append({"code": "399006", "name": "创业板指".decode('utf8')})


def judge_rise(price):
    #print price
    if (0 == price):
        return 0.00
    price *= 1.1
    price += 0.005
    return float('{:.2f}'.format(price))
'''
def plot(quotes):
    date_old, open_old, high_old, low_old, close_old = 0, 0, 0, 0, 0
    flg_rise, high_max, flg_buy, days, cnt_win, cnt_lost = 0, 0, 0, 0, 0, 0
    total = 100
    total_old = 0

    for q in quotes:
        date, open, high, low, close = q[0], float(q[1]), float(q[2]), float(q[3]), float(q[4])
        #if (date == "2015-07-21"):
        #    print date, open, high, low, close, q
        rise = judge_rise(close_old)
        #print rise, close, close_old
        if (0 == flg_buy):
            if (close == rise):
                #print "hi", rise, close, close_old, date
                flg_rise += 1
                high_max = high
            else:
                if (2 < flg_rise):
                    if (high_max <= high):
                        high_max = high
                        #print "3 dan"

                    else:
                        flg_buy = 1
                        days = 10
                else:
                    flg_rise = 0
        elif (1 == flg_buy):
            if (0 >= days):
                #print "days die"
                flg_rise, flg_buy, = 0, 0
            if (high_max < high):
                buy = high_max + 0.01
                flg_buy = 2
                #print "buy"

            days -= 1
        elif (2 == flg_buy):
            if (high_max <= high):
                high_max = high
            if (0.9 >= close / buy):
                total_old = total
                total =  total_old * close / buy
                print buy, high_max, close, total_old, total, date, "lost----------------------------------------------------------"
                flg_rise, flg_buy, = 0, 0
                cnt_lost += 1
                 
            else:
                if (0.9 >= close / high_max or buy - close < 0.5):
                    total_old = total
                    total = total_old * close / buy
                    print buy, high_max, close, total_old, total, date, "win ++++++++++++++++++++++++++++++++++++++++++++++++++++++"
                    flg_rise, flg_buy, = 0, 0
                    cnt_win += 1
                     
        else:
            print "else "
            flg_rise, flg_buy, = 0, 0
        date_old, open_old, high_old, low_old, close_old = date, open, high, low, close
    print total, cnt_win, cnt_lost
    return total
        #print date, open, high, low, close
'''

def judge_rise(price):
    # print price
    if (0 == price):
        return 0.00
    price *= 1.1
    price += 0.005
    return float('{:.2f}'.format(price))
def judge_down(price):
    # print price
    if (0 == price):
        return 0.00
    price *= 0.9
    price += 0.005
    return float('{:.2f}'.format(price))

def plot_buy3(open, high, low, close, close_old, date):
    global g_flg_rise, g_high_max, g_flg_buy, g_days, g_buy

    if (g_high_max <= high):
        g_high_max = high

    if (0.7 > close / g_high_max):
        g_buy = open + 0.1
        g_flg_rise = 0
        print "buy", date
        return 1

    return 0


def plot_buy2(open, high, low, close, close_old, date):
    global g_flg_rise, g_high_max, g_flg_buy, g_days, g_buy

    rise = judge_rise(close_old)
    if (close == rise):
        g_flg_rise += 1
        g_high_max = high
    else:
        if (2 < g_flg_rise):
            if (g_high_max <= high):
                g_high_max = high
            g_buy = open + 0.1
            g_flg_rise = 0
            # print "buy"
            return 1
        else:
            g_flg_rise = 0

    return 0


def plot_buy(open, high, low, close, close_old, date):
    global g_flg_rise, g_high_max, g_flg_buy, g_days, g_buy

    if (0 == g_flg_buy):
        rise = judge_rise(close_old)
        if (close == rise):
            g_flg_rise += 1
            g_high_max = high
        else:
            if (2 < g_flg_rise):
                if (g_high_max <= high):
                    g_high_max = high
                    # print "read buy"
                else:
                    g_flg_buy = 1
                    g_days = 10
            else:
                g_flg_rise = 0
                # print g_flg_buy, g_days
    else:
        if (0 >= g_days):
            # print "g_days die"
            g_flg_rise, g_flg_buy, = 0, 0
        if (g_high_max < high):
            g_buy = g_high_max
            g_flg_rise, g_flg_buy, = 0, 0
            # print "buy"
            return 1
        g_days -= 1
        # print g_flg_buy, g_days,"g_buy"

    return 0


def plot_sale(open, high, low, close, close_old, date):
    global g_high_max, g_cnt_win, g_cnt_lost, g_buy
    global g_total

    if (high == low):
        return 1

    if (g_high_max <= high):
        g_high_max = high
    if (0.9 >= close / g_buy):
        total_old = g_total
        g_total = total_old * close / g_buy
        print g_buy, g_high_max, close, total_old, g_total, date, "lost----------------------------------------------------------"
        g_cnt_lost += 1
        return 2
    else:
        gain = g_buy / close
        if (1.3 > gain):
            line = 0.8
        elif (1.2 > gain):
            line = 0.85
        else:
            line = 0.9
        if (line >= close / g_high_max or 1.05 > gain or 2 > close - g_buy):
            total_old = g_total
            g_total = total_old * close / g_buy
            print g_buy, g_high_max, close, total_old, g_total, date, "win ++++++++++++++++++++++++++++++++++++++++++++++++++++++"
            g_cnt_win += 1
            return 2

    return 1


def plot_sale2(open, high, low, close, close_old, date):
    global g_high_max, g_cnt_win, g_cnt_lost, g_buy
    global g_total

    if (1.2 < high / g_buy):
        total_old = g_total
        g_total = total_old * close / g_buy
        print g_buy, g_high_max, close, total_old, g_total, date, "win ++++++++++++++++++++++++++++++++++++++++++++++++++++++"
        g_cnt_win += 1
        return 2

    return 1


dict_g_buy_sale_plot = {"plot_buy": plot_buy, "plot_buy2": plot_buy2, "plot_sale": plot_sale, "plot_buy3": plot_buy3,
                        "plot_sale2": plot_sale2}


def calculate_g_buy_sale(open, high, low, close, close_old, date, symbol):
    return dict_g_buy_sale_plot.get(symbol)(open, high, low, close, close_old, date)


global g_flg_rise, g_high_max, g_flg_buy, g_days, g_cnt_win, g_cnt_lost, g_buy
global g_total


def plot(quotes):
    global g_flg_rise, g_high_max, g_flg_buy, g_days, g_cnt_win, g_cnt_lost, g_buy
    g_flg_rise, g_high_max, g_flg_buy, g_days, g_cnt_win, g_cnt_lost, g_buy = 0, 0, 0, 0, 0, 0, 0
    global g_total
    g_total = 100
    date_old, open_old, high_old, low_old, close_old = 0, 0, 0, 0, 0
    flg_buy = 0

    for q in quotes:
        date, open, high, low, close = q[0], float(q[1]), float(q[2]), float(q[3]), float(q[4])
        # print flg_buy
        if (0 == flg_buy):
            flg_buy = calculate_g_buy_sale(open, high, low, close, close_old, date, "plot_buy")
        elif (1 == flg_buy):
            flg_buy = calculate_g_buy_sale(open, high, low, close, close_old, date, "plot_sale")
        if (2 == flg_buy):
            g_flg_rise, g_flg_buy, = 0, 0
            flg_buy = 0
        date_old, open_old, high_old, low_old, close_old = date, open, high, low, close

    print g_total, g_cnt_win, g_cnt_lost

    return g_total


def plot2(quotes):
    print "222"


calculateDict = {"plot": plot, "plot2": plot2}


def calculate(x, symbol):
    return calculateDict.get(symbol)(x)

def main(argv=None):
    starttime = datetime.now()
    list_total = []
    init_mongodb_list()
    name = get_stock_list()
    conn_list.close()
    # print name
    init_mongodb_k()
    print len(list_code)

    #i = 0
    for code in list_code:
        #if (i > 30):
        #    break
        #i += 1
        quotes = []
        get_k_ri(code["code"], quotes)
        if (0 == len(quotes)):
            continue
        total = calculate(quotes, "plot")
        print total
        #print total,type(total)
        list_total.append(total)
    conn_k.close()
    list_total.sort()
    print list_total
    p = 0
    for t in list_total:
        p += t
    print p,"total"
    p /= len(list_total)
    print p,"pri"
    endtime = datetime.now()
    # print (endtime - starttime).microseconds
    print "cnt", len(list_code), "endtime", (endtime - starttime).seconds
    print endtime.strftime('%Y-%m-%d %H:%M:%S'), starttime.strftime('%Y-%m-%d %H:%M:%S')


if __name__ == '__main__':
    sys.exit(main())